A trust region algorithm for equality constrained optimization

DOI10.1007/BF01588787zbMath0816.90121OpenAlexW1989033306MaRDI QIDQ1174456

M. J. D. Powell, Ya-Xiang Yuan

Publication date: 25 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588787

zbMATH Keywords

trust regionsquadratic programming subproblemlocal superlinear convergenceglobal convergence propertiesequality constrained nonlinear optimization

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

A trust-region algorithm for equality-constrained optimization via a reduced dimension approach., Trust region subproblem with an additional linear inequality constraint, A convergent secant method for constrained optimization, A nonmonotone trust-region algorithm with nonmonotone penalty parameters for constrained optimization, CDT like approaches for the system of nonlinear equations, Nonmonotone trust region method for solving optimization problems, A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization, A trust region algorithm for nonsmooth optimization, On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization, A projective quasi-Newton method for nonlinear optimization, A trust-region strategy for minimization on arbitrary domains, Global convergence of a new nonmonotone filter method for equality constrained optimization, An Affine Scaling Interior Trust-Region Algorithm Combining Backtracking Line Search with Filter Technique for Nonlinear Constrained Optimization, Trust region algorithms for the nonlinear least distance problem, On a globally convergent trust region algorithm with infeasibility control for equality constrained optimization, Numerical experience with a polyhedral-norm CDT trust-region algorithm, Nonmonotone trust-region method for nonlinear programming with general constraints and simple bounds, A trust region method with a conic model for nonlinearly constrained optimization, Convergence to a second-order point of a trust-region algorithm with a nonmonotonic penalty parameter for constrained optimization, A trust-region algorithm combining line search filter technique for nonlinear constrained optimization, A nonmonotone trust region method with new inexact line search for unconstrained optimization, A restoration-free filter SQP algorithm for equality constrained optimization, A trust-region-based BFGS method with line search technique for symmetric nonlinear equations, An augmented Lagrangian trust region method for equality constrained optimization, Two-phase model algorithm with global convergence for nonlinear programming, Indefinite least squares with a quadratic constraint, Regularized Lagrangian duality for linearly constrained quadratic optimization and trust-region problems, The convergence properties of infeasible inexact proximal alternating linearized minimization, A penalty-free method with superlinear convergence for equality constrained optimization, Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization, Tikhonov regularization for a general nonlinear constrained optimization problem, On the use of piecewise linear models in nonlinear programming, Canonical coordinates method for equality-constrained nonlinear optimization., A Trust Region Algorithm with Memory for Equality Constrained Optimization, Subspace choices for the Celis-Dennis-Tapia problem, Linear pencils and quadratic programming problems with a quadratic constraint, A limited-memory trust-region method for nonlinear optimization with many equality constraints, Global convergence of a nonmonotone filter method for equality constrained optimization, Unnamed Item, On a subproblem of trust region algorithms for constrained optimization, An alternating structured trust region algorithm for separable optimization problems with nonconvex constraints, A simple alternating direction method for the conic trust region subproblem, Combining trust region and linesearch algorithm for equality constrained optimization, Steering exact penalty methods for nonlinear programming, A trust region algorithm for equality constrained optimization, Inexact-restoration algorithm for constrained optimization, An affine scaling derivative-free trust region method with interior backtracking technique for bounded-constrained nonlinear programming, A trust-region method by active-set strategy for general nonlinear optimization, A quasi-Newton trust region method based on a new fractional model, The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction, A trust region SQP algorithm for mixed-integer nonlinear programming, An adaptively regularized sequential quadratic programming method for equality constrained optimization, Computing a Celis-Dennis-Tapia trust-region step for equality constrained optimization, A nonmonotone filter trust region method for nonlinear constrained optimization, An SQP approach with line search for a system of nonlinear equations, Incorporating nonmonotone strategies into the trust region method for unconstrained optimization, New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem, Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization, Secant algorithms with nonmonotone trust region that employs fletcher penalty function for constrained optimization, A feasible trust region method for nonlinear inequality constrained optimization, Global and local convergence of a nonmonotone trust region algorithm for equality constrained optimization, A feasible trust-region algorithm for inequality constrained optimization, An affine scaling interior trust-region method for \(LC^{1}\) minimization subject to bounds on variables, A penalty-free-type nonmonotone trust-region method for nonlinear constrained optimization, An interior affine scaling projective algorithm for nonlinear equality and linear inequality constrained optimization, Global convergence of SSM for minimizing a quadratic over a sphere, A Newton-like trust region method for large-scale unconstrained nonconvex minimization, A robust trust region method for nonlinear optimization with inequality constraint, Global Convergence of a Trust Region Algorithm for Nonlinear Inequality Constrained Optimization Problems, Combining Trust Region and Line Search Methods for Equality Constrained Optimization, Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming., Large-scale quasi-Newton trust-region methods with low-dimensional linear equality constraints, Solving constrained optimization problems using a novel genetic algorithm, A subspace version of the Powell-Yuan trust-region algorithm for equality constrained optimization, Solving Generalized CDT Problems via Two-Parameter Eigenvalues, Global convergence of trust region algorithm for equality and bound constrained nonlinear optimization, A simple approximated solution method for solving fractional trust region subproblems of nonlinearly equality constrained optimization, Nonmonotonic projected algorithm with both trust region and line search for constrained optimization, Global convergence of nonmonotonic trust region algorithm for nonlinear optimization, Convergence properties of improved secant methods with region multiplier, Method of moments for 3D single particleab initiomodeling with non-uniform distribution of viewing angles, An adaptive neural network model for nonlinear programming problems, Recent advances in trust region algorithms, A globally convergent trust region algorithm for optimization with general constraints and simple bounds., A wedge trust region method with self-correcting geometry for derivative-free optimization

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The nonlinear programming method of Wilson, Han, and Powell with an augmented Lagrangian type line search function. I. Convergence analysis
• A trust region algorithm for equality constrained optimization
• On the convergence of a sequential quadratic programming method with an augmented lagrangian line search function
• Conditions for convergence of trust region algorithms for nonsmooth optimization
• A Trust Region Algorithm for Equality Constrained Minimization: Convergence Properties and Implementation
• A recursive quadratic programming algorithm that uses differentiable exact penalty functions
• A Trust Region Algorithm for Nonlinearly Constrained Optimization
• Computing Optimal Locally Constrained Steps
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• On the Convergence of Some Constrained Minimization Algorithms Based on Recursive Quadratic Programming